Okay, with raw polynomials in R:
> summary(lm(accel ~ poly(times, 9, raw=TRUE), data=mcycle))
Call:
lm(formula = accel ~ poly(times, 9, raw = TRUE), data = mcycle)
Residuals:
Min 1Q Median 3Q Max
-92.250 -18.707 -0.545 19.571 54.739
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 3.467e+02 1.395e+02 2.486 0.0143 *
poly(times, 9, raw = TRUE)1 -2.288e+02 9.266e+01 -2.469 0.0149 *
poly(times, 9, raw = TRUE)2 4.963e+01 2.226e+01 2.230 0.0276 *
poly(times, 9, raw = TRUE)3 -4.811e+00 2.691e+00 -1.788 0.0762 .
poly(times, 9, raw = TRUE)4 2.271e-01 1.870e-01 1.214 0.2269
poly(times, 9, raw = TRUE)5 -4.851e-03 7.926e-03 -0.612 0.5417
poly(times, 9, raw = TRUE)6 1.025e-05 2.081e-04 0.049 0.9608
poly(times, 9, raw = TRUE)7 1.460e-06 3.300e-06 0.442 0.6591
poly(times, 9, raw = TRUE)8 -2.473e-08 2.892e-08 -0.855 0.3942
poly(times, 9, raw = TRUE)9 1.283e-10 1.075e-10 1.194 0.2349
In Julia, if we disable rank deficiency checks:
julia> fit(LinearModel, @formula(Accel ~ Times + Times^2 + Times^3 + Times^4 + Times^5 + Times^6 + Times^7 + Times^8 + Times^9), mcycle, dropcollinear=false)
StatsModels.TableRegressionModel{LinearModel{GLM.LmResp{Vector{Float64}}, GLM.DensePredChol{Float64, LinearAlgebra.Cholesky{Float64, Matrix{Float64}}}}, Matrix{Float64}}
Accel ~ 1 + Times + :(Times ^ 2) + :(Times ^ 3) + :(Times ^ 4) + :(Times ^ 5) + :(Times ^ 6) + :(Times ^ 7) + :(Times ^ 8) + :(Times ^ 9)
Coefficients:
─────────────────────────────────────────────────────────────────────────────────────────
Coef. Std. Error t Pr(>|t|) Lower 95% Upper 95%
─────────────────────────────────────────────────────────────────────────────────────────
(Intercept) 346.708 139.457 2.49 0.0143 70.6622 622.754
Times -228.771 92.6506 -2.47 0.0149 -412.167 -45.3748
Times ^ 2 49.6301 22.2542 2.23 0.0276 5.57919 93.681
Times ^ 3 -4.81176 2.69039 -1.79 0.0762 -10.1372 0.513707
Times ^ 4 0.227133 0.186976 1.21 0.2268 -0.142975 0.59724
Times ^ 5 -0.0048522 0.00792551 -0.61 0.5415 -0.0205403 0.0108359
Times ^ 6 1.02888e-5 0.000208089 0.05 0.9606 -0.00040161 0.000422188
Times ^ 7 1.45897e-6 3.2998e-6 0.44 0.6592 -5.07279e-6 7.99072e-6
Times ^ 8 -2.47269e-8 2.8922e-8 -0.85 0.3942 -8.19762e-8 3.25224e-8
Times ^ 9 1.2828e-10 1.07472e-10 1.19 0.2349 -8.44551e-11 3.41015e-10
─────────────────────────────────────────────────────────────────────────────────────────
which is the same answer as in R.